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66  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1mgamma.html">mgamma</a>
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69<div class="contents">
70<h1>bdm::mgamma Class Reference</h1><!-- doxytag: class="bdm::mgamma" --><!-- doxytag: inherits="mpdf_internal&lt; egamma &gt;" -->Gamma random walk. 
71<a href="#_details">More...</a>
72<p>
73<code>#include &lt;<a class="el" href="exp__family_8h-source.html">exp_family.h</a>&gt;</code>
74<p>
75
76<p>
77<a href="classbdm_1_1mgamma-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
78<tr><td></td></tr>
79<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
80<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1a9dc8661e5b214a8185d6e6b9956eb1"></a><!-- doxytag: member="bdm::mgamma::mgamma" ref="1a9dc8661e5b214a8185d6e6b9956eb1" args="()" -->
81&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#1a9dc8661e5b214a8185d6e6b9956eb1">mgamma</a> ()</td></tr>
82
83<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructor. <br></td></tr>
84<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a0f21c2557b233a85838b497d040ab14"></a><!-- doxytag: member="bdm::mgamma::set_parameters" ref="a0f21c2557b233a85838b497d040ab14" args="(double k, const vec &amp;beta0)" -->
85void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#a0f21c2557b233a85838b497d040ab14">set_parameters</a> (double <a class="el" href="classbdm_1_1mgamma.html#b20cf88cca1fe9b0b8f2a412608bfd09">k</a>, const vec &amp;beta0)</td></tr>
86
87<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set value of <code>k</code>. <br></td></tr>
88<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#8996500f1885e39cde30221b20900bff">condition</a> (const vec &amp;val)</td></tr>
89
90<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#da2af0f327e5452bee71d1bf97452ae4">from_setting</a> (const Setting &amp;set)</td></tr>
91
92<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6b4d1cb8d7e230e313b4f0c905874d5a"></a><!-- doxytag: member="bdm::mgamma::e" ref="6b4d1cb8d7e230e313b4f0c905874d5a" args="()" -->
93<a class="el" href="classbdm_1_1egamma.html">egamma</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#6b4d1cb8d7e230e313b4f0c905874d5a">e</a> ()</td></tr>
94
95<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function to iepdf <br></td></tr>
96<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d8e547695d1cc19219b91164d825c930"></a><!-- doxytag: member="bdm::mgamma::samplecond" ref="d8e547695d1cc19219b91164d825c930" args="(const vec &amp;cond)" -->
97vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#d8e547695d1cc19219b91164d825c930">samplecond</a> (const vec &amp;cond)</td></tr>
98
99<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Reimplements samplecond using <code>condition()</code>. <br></td></tr>
100<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="89076e62b8d7df7616bad68c94591948"></a><!-- doxytag: member="bdm::mgamma::evallogcond" ref="89076e62b8d7df7616bad68c94591948" args="(const vec &amp;val, const vec &amp;cond)" -->
101double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#89076e62b8d7df7616bad68c94591948">evallogcond</a> (const vec &amp;val, const vec &amp;cond)</td></tr>
102
103<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Reimplements evallogcond using <code>condition()</code>. <br></td></tr>
104<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e28c214e3063733a6e4d17738941c61c"></a><!-- doxytag: member="bdm::mgamma::evallogcond_m" ref="e28c214e3063733a6e4d17738941c61c" args="(const mat &amp;Dt, const vec &amp;cond)" -->
105virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#e28c214e3063733a6e4d17738941c61c">evallogcond_m</a> (const mat &amp;Dt, const vec &amp;cond)</td></tr>
106
107<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Efficient version of evallogcond for matrices. <br></td></tr>
108<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e82db07ce8af02f29cfd81e014edb3db"></a><!-- doxytag: member="bdm::mgamma::evallogcond_m" ref="e82db07ce8af02f29cfd81e014edb3db" args="(const Array&lt; vec &gt; &amp;Dt, const vec &amp;cond)" -->
109virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#e82db07ce8af02f29cfd81e014edb3db">evallogcond_m</a> (const Array&lt; vec &gt; &amp;Dt, const vec &amp;cond)</td></tr>
110
111<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Efficient version of evallogcond for Array&lt;vec&gt;. <br></td></tr>
112<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9554c554054da2d22cb8e908ae9c8823"></a><!-- doxytag: member="bdm::mgamma::samplecond_m" ref="9554c554054da2d22cb8e908ae9c8823" args="(const vec &amp;cond, int N)" -->
113virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#9554c554054da2d22cb8e908ae9c8823">samplecond_m</a> (const vec &amp;cond, int N)</td></tr>
114
115<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Efficient version of samplecond. <br></td></tr>
116<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::mgamma::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" -->
117virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr>
118
119<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr>
120<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::mgamma::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &amp;set) const " -->
121virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#67d954d255ede776eade7334d4895790">to_setting</a> (Setting &amp;set) const </td></tr>
122
123<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr>
124<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::mgamma::validate" ref="1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" -->
125virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr>
126
127<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br></td></tr>
128<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
129<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="222d5280e309c5a053ba73841e98c151"></a><!-- doxytag: member="bdm::mgamma::_rv" ref="222d5280e309c5a053ba73841e98c151" args="() const " -->
130<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rv</b> () const </td></tr>
131
132<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="26001264236846897bd11e4baad47245"></a><!-- doxytag: member="bdm::mgamma::_rvc" ref="26001264236846897bd11e4baad47245" args="()" -->
133<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rvc</b> ()</td></tr>
134
135<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eea4a999ed9679181335927e9cb66d28"></a><!-- doxytag: member="bdm::mgamma::dimension" ref="eea4a999ed9679181335927e9cb66d28" args="() const " -->
136int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimension</b> () const </td></tr>
137
138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="35e135910aed187b7290742f50e61bc8"></a><!-- doxytag: member="bdm::mgamma::dimensionc" ref="35e135910aed187b7290742f50e61bc8" args="()" -->
139int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimensionc</b> ()</td></tr>
140
141<tr><td colspan="2"><div class="groupHeader">Connection to other objects</div></td></tr>
142<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7631a5570e4ade1420065e8df78f4401"></a><!-- doxytag: member="bdm::mgamma::set_rvc" ref="7631a5570e4ade1420065e8df78f4401" args="(const RV &amp;rvc0)" -->
143void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_rvc</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rvc0)</td></tr>
144
145<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18ac26bc2f96ae01ef4eb06178abbd75"></a><!-- doxytag: member="bdm::mgamma::set_rv" ref="18ac26bc2f96ae01ef4eb06178abbd75" args="(const RV &amp;rv0)" -->
146void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv0)</td></tr>
147
148<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f8e3798150b42fd1f3e16ddbbe0e7045"></a><!-- doxytag: member="bdm::mgamma::isnamed" ref="f8e3798150b42fd1f3e16ddbbe0e7045" args="()" -->
149bool&nbsp;</td><td class="memItemRight" valign="bottom"><b>isnamed</b> ()</td></tr>
150
151<tr><td colspan="2"><br><h2>Protected Member Functions</h2></td></tr>
152<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="147afacb393324bb3f9a7a89e33f835e"></a><!-- doxytag: member="bdm::mgamma::set_ep" ref="147afacb393324bb3f9a7a89e33f835e" args="(epdf &amp;iepdf)" -->
153void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#147afacb393324bb3f9a7a89e33f835e">set_ep</a> (<a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;<a class="el" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468">iepdf</a>)</td></tr>
154
155<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set internal pointer <code>ep</code> to point to given <code>iepdf</code> <br></td></tr>
156<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7555b377f8b5895c9b759c9628ee3e20"></a><!-- doxytag: member="bdm::mgamma::set_ep" ref="7555b377f8b5895c9b759c9628ee3e20" args="(epdf *iepdfp)" -->
157void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#7555b377f8b5895c9b759c9628ee3e20">set_ep</a> (<a class="el" href="classbdm_1_1epdf.html">epdf</a> *iepdfp)</td></tr>
158
159<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set internal pointer <code>ep</code> to point to given <code>iepdf</code> <br></td></tr>
160<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
161<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b20cf88cca1fe9b0b8f2a412608bfd09"></a><!-- doxytag: member="bdm::mgamma::k" ref="b20cf88cca1fe9b0b8f2a412608bfd09" args="" -->
162double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#b20cf88cca1fe9b0b8f2a412608bfd09">k</a></td></tr>
163
164<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constant <img class="formulaInl" alt="$k$" src="form_76.png">. <br></td></tr>
165<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3d95f4dde9214ff6dba265e18af60312"></a><!-- doxytag: member="bdm::mgamma::_beta" ref="3d95f4dde9214ff6dba265e18af60312" args="" -->
166vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#3d95f4dde9214ff6dba265e18af60312">_beta</a></td></tr>
167
168<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of iepdf.beta <br></td></tr>
169<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="47bab632af15120c88aad647ae129468"></a><!-- doxytag: member="bdm::mgamma::iepdf" ref="47bab632af15120c88aad647ae129468" args="" -->
170<a class="el" href="classbdm_1_1egamma.html">egamma</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468">iepdf</a></td></tr>
171
172<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Internal epdf used for sampling. <br></td></tr>
173<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c1900976ff13dbc09c9729b3bbff9e6"></a><!-- doxytag: member="bdm::mgamma::dimc" ref="7c1900976ff13dbc09c9729b3bbff9e6" args="" -->
174int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6">dimc</a></td></tr>
175
176<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the condition <br></td></tr>
177<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::mgamma::rvc" ref="5a5f08950daa08b85b01ddf4e1c36288" args="" -->
178<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288">rvc</a></td></tr>
179
180<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">random variable in condition <br></td></tr>
181</table>
182<hr><a name="_details"></a><h2>Detailed Description</h2>
183Gamma random walk.
184<p>
185Mean value, <img class="formulaInl" alt="$\mu$" src="form_75.png">, of this density is given by <code>rvc</code> . Standard deviation of the random walk is proportional to one <img class="formulaInl" alt="$k$" src="form_76.png">-th the mean. This is achieved by setting <img class="formulaInl" alt="$\alpha=k$" src="form_77.png"> and <img class="formulaInl" alt="$\beta=k/\mu$" src="form_78.png">.<p>
186The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_79.png">. <hr><h2>Member Function Documentation</h2>
187<a class="anchor" name="8996500f1885e39cde30221b20900bff"></a><!-- doxytag: member="bdm::mgamma::condition" ref="8996500f1885e39cde30221b20900bff" args="(const vec &amp;val)" -->
188<div class="memitem">
189<div class="memproto">
190      <table class="memname">
191        <tr>
192          <td class="memname">void bdm::mgamma::condition           </td>
193          <td>(</td>
194          <td class="paramtype">const vec &amp;&nbsp;</td>
195          <td class="paramname"> <em>cond</em>          </td>
196          <td>&nbsp;)&nbsp;</td>
197          <td><code> [inline, virtual]</code></td>
198        </tr>
199      </table>
200</div>
201<div class="memdoc">
202
203<p>
204Update <code>iepdf</code> so that it represents this <a class="el" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling , where  is random variable, rv, and...">mpdf</a> conditioned on <code>rvc</code> = cond This function provides convenient reimplementation in offsprings
205<p>Reimplemented from <a class="el" href="classbdm_1_1mpdf__internal.html#1ac61da081667fc54bcd050cc4f6a93e">bdm::mpdf_internal&lt; egamma &gt;</a>.</p>
206
207<p>Reimplemented in <a class="el" href="classbdm_1_1mgamma__fix.html#1d539591deb7a38bb3403c2b396c8ff7">bdm::mgamma_fix</a>.</p>
208
209<p>References <a class="el" href="exp__family_8h-source.html#l00702">_beta</a>, and <a class="el" href="exp__family_8h-source.html#l00699">k</a>.</p>
210
211</div>
212</div><p>
213<a class="anchor" name="da2af0f327e5452bee71d1bf97452ae4"></a><!-- doxytag: member="bdm::mgamma::from_setting" ref="da2af0f327e5452bee71d1bf97452ae4" args="(const Setting &amp;set)" -->
214<div class="memitem">
215<div class="memproto">
216      <table class="memname">
217        <tr>
218          <td class="memname">void bdm::mgamma::from_setting           </td>
219          <td>(</td>
220          <td class="paramtype">const Setting &amp;&nbsp;</td>
221          <td class="paramname"> <em>set</em>          </td>
222          <td>&nbsp;)&nbsp;</td>
223          <td><code> [inline, virtual]</code></td>
224        </tr>
225      </table>
226</div>
227<div class="memdoc">
228
229<p>
230Load from structure with elements: <div class="fragment"><pre class="fragment"> { alpha = [...];         <span class="comment">// vector of alpha</span>
231   <a class="code" href="classbdm_1_1mgamma.html#b20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a> = 1.1;               <span class="comment">// multiplicative constant k</span>
232   rv = {<span class="keyword">class</span>=<span class="stringliteral">"RV"</span>,...}  <span class="comment">// description of RV</span>
233   <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> = {<span class="keyword">class</span>=<span class="stringliteral">"RV"</span>,...} <span class="comment">// description of RV in condition</span>
234 }
235</pre></div> 
236<p>Reimplemented from <a class="el" href="classbdm_1_1mpdf.html#30a0bceb948e287d497c578e371b1667">bdm::mpdf</a>.</p>
237
238<p>References <a class="el" href="user__info_8h-source.html#l00410">bdm::UI::get()</a>, <a class="el" href="exp__family_8h-source.html#l00699">k</a>, and <a class="el" href="exp__family_8cpp-source.html#l00216">set_parameters()</a>.</p>
239
240</div>
241</div><p>
242<hr>The documentation for this class was generated from the following files:<ul>
243<li><a class="el" href="exp__family_8h-source.html">exp_family.h</a><li>exp_family.cpp</ul>
244</div>
245<hr size="1"><address style="text-align: right;"><small>Generated on Sun Aug 16 17:58:19 2009 for mixpp by&nbsp;
246<a href="http://www.doxygen.org/index.html">
247<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>
248</body>
249</html>
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